+3.9%
RRC vs VO
+192.5%
-188.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.4% |
| 7D | -1.2% | +0.6% | -1.8% | -1.9% |
| 30D | +9.4% | -1.1% | +10.5% | +10.6% |
| 3M | +7.4% | +4.5% | +2.8% | +1.7% |
| 6M | +1.5% | +11.1% | -9.6% | -11.0% |
| YTD | +19.4% | +13.5% | +5.9% | +1.8% |
| 1Y | +24.2% | +14.5% | +9.7% | +4.8% |
| 3Y | +32.8% | +58.1% | -25.3% | -23.1% |
| 5Y | +152.9% | +43.3% | +109.6% | +64.6% |
| 10Y | +3.9% | +193.2% | -189.3% | -71.7% |
| All | +3.9% | +192.5% | -188.6% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling